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	param	t-stat
$ω$	1.2432	5.94
$α$	0.1666	4.71
$β$	0.5705	9.07
$γ_{1}$	0.3485	0.82
$γ_{2}$	-0.3225	-0.48
$γ_{3}$	-0.2678	-0.58
$γ_{4}$	0.6048	1.58
$γ_{5}$	-0.3654	-1.07
$γ_{6}$	-0.3700	-1.08
$γ_{7}$	0.2553	0.73
$γ_{8}$	0.1847	0.48
$γ_{9}$	0.7625	1.29
$γ_{10}$	-2.8252	-2.45

V-Lab

Mercury Interactive LLC Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mercury Interactive LLC Analyses